-46.2%
SE vs BEN
+65.1%
-111.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.9% |
| 7D | -0.5% | +6.8% | -7.3% | -3.8% |
| 30D | -20.9% | +18.0% | -38.9% | -27.1% |
| 3M | -38.9% | +7.5% | -46.4% | -41.1% |
| 6M | -19.4% | +14.7% | -34.1% | -25.5% |
| YTD | -40.9% | +56.1% | -97.0% | -54.2% |
| 1Y | -46.2% | +69.6% | -115.8% | -59.4% |
| All | -46.2% | +65.1% | -111.3% | -59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling